+2,072.5%
FTNT vs USO
+86.2%
+1,986.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | -0.1% | +9.1% | -9.3% | -1.5% |
| 30D | -3.0% | +21.7% | -24.6% | -6.1% |
| 3M | +7.6% | +20.2% | -12.6% | +3.8% |
| 6M | +87.0% | +43.4% | +43.6% | +73.3% |
| YTD | +96.5% | +124.0% | -27.4% | +67.5% |
| 1Y | +92.9% | +112.2% | -19.3% | +65.8% |
| 3Y | +139.8% | +97.7% | +42.2% | +105.4% |
| 5Y | +151.3% | +217.4% | -66.1% | +88.4% |
| All | +2,072.5% | +86.2% | +1,986.3% | +1,734.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling